Running vim in Console2 does not show colours properly

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http://superuser.com – So I am currently using Console2 for my command line stuff, the background shell is just the cmd.exe from windows. My problem is that I have the theme set to 'twilight` in vim, and it works perfectly in gVim, but when I run it through the command line, the colours are all messed up. They remain broken even if I use the default Console2 theme or even the twilight theme for Console2. For illustration: This is what should happen: But these are the colours I end up getting instead: What's wrong and how do I fix it? (HowTos)